List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Replica approach to mean-variance portfolio optimization Journal of Statistical Mechanics: Theory and Experiment | 2020-08-11 | Paper |
| Replica approach to mean-variance portfolio optimization Journal of Statistical Mechanics: Theory and Experiment | 2020-08-11 | Paper |
| Instability of portfolio optimization under coherent risk measures Advances in Complex Systems | 2010-08-19 | Paper |
| Divergent estimation error in portfolio optimization and in linear regression The European Physical Journal B. Condensed Matter and Complex Systems | 2010-06-25 | Paper |
Research outcomes over time
This page was built for person: I. Varga-Haszonits
